#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Generic;
using Cephei.QL.Times;
using Cephei.QL.Math;
using Cephei.QL;
namespace Cephei.QL.Termstructures.Volatility.Swaption
{
     // <summary> 
	// ! This class provides the at-the-money volatility for a given swaption by interpolating a volatility matrix whose elements are the market volatilities of a set of swaption with given option date and swapLength.  The volatility matrix <tt>M</tt> must be defined so that: - the number of rows equals the number of option dates; - the number of columns equals the number of swap tenors; - <tt>M[i][j]</tt> contains the volatility corresponding to the <tt>i</tt>-th option and <tt>j</tt>-th tenor.
	// </summary>
    [Guid ("AD470893-8BC4-4a2a-83E0-F02AA4057A11"),ComVisible(true)]
	public interface ISwaptionVolatilityMatrix : Cephei.QL.Termstructures.Volatility.Swaption.ISwaptionVolatilityDiscrete
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        
		 DateTime MaxDate {get;}
        
		 Double MaxStrike {get;}
        
		 Cephei.QL.Times.IPeriod MaxSwapTenor {get;}
        
		 Double MinStrike {get;}
        
		 ISwaptionVolatilityMatrix PerformCalculations {get;}
    }

    // <summary> 
	// ! This class provides the at-the-money volatility for a given swaption by interpolating a volatility matrix whose elements are the market volatilities of a set of swaption with given option date and swapLength.  The volatility matrix <tt>M</tt> must be defined so that: - the number of rows equals the number of option dates; - the number of columns equals the number of swap tenors; - <tt>M[i][j]</tt> contains the volatility corresponding to the <tt>i</tt>-th option and <tt>j</tt>-th tenor. Factory
	// </summary>
   	[ComVisible(true)]
    public interface ISwaptionVolatilityMatrix_Factory // : Collection_Factory<ISwaptionVolatilityMatrix, ICell<ISwaptionVolatilityMatrix>>
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        // <summary> 
		// fixed reference date and fixed market data, option dates
		// </summary>
	    ISwaptionVolatilityMatrix Create (DateTime referenceDate, Cephei.IVector<DateTime> optionDates, Cephei.IVector<Cephei.QL.Times.IPeriod> swapTenors, Cephei.QL.Math.IMatrix volatilities, Cephei.QL.Times.IDayCounter dayCounter);
        // <summary> 
		// fixed reference date, fixed market data
		// </summary>
	    ISwaptionVolatilityMatrix Create (DateTime referenceDate, Cephei.QL.Times.ICalendar calendar, QL.Times.BusinessDayConventionEnum bdc, Cephei.IVector<Cephei.QL.Times.IPeriod> optionTenors, Cephei.IVector<Cephei.QL.Times.IPeriod> swapTenors, Cephei.QL.Math.IMatrix volatilities, Cephei.QL.Times.IDayCounter dayCounter);
        // <summary> 
		// floating reference date, fixed market data
		// </summary>
	    ISwaptionVolatilityMatrix Create (Cephei.QL.Times.ICalendar calendar, QL.Times.BusinessDayConventionEnum bdc, Cephei.IVector<Cephei.QL.Times.IPeriod> optionTenors, Cephei.IVector<Cephei.QL.Times.IPeriod> swapTenors, Cephei.QL.Math.IMatrix volatilities, Cephei.QL.Times.IDayCounter dayCounter);
        // <summary> 
		// fixed reference date, floating market data
		// </summary>
	    ISwaptionVolatilityMatrix Create (DateTime referenceDate, Cephei.QL.Times.ICalendar calendar, QL.Times.BusinessDayConventionEnum bdc, Cephei.IVector<Cephei.QL.Times.IPeriod> optionTenors, Cephei.IVector<Cephei.QL.Times.IPeriod> swapTenors, Cephei.IMatrix<Cephei.QL.IQuote> vols, Cephei.QL.Times.IDayCounter dayCounter);
        // <summary> 
		// floating reference date, floating market data
		// </summary>
	    ISwaptionVolatilityMatrix Create (Cephei.QL.Times.ICalendar calendar, QL.Times.BusinessDayConventionEnum bdc, Cephei.IVector<Cephei.QL.Times.IPeriod> optionTenors, Cephei.IVector<Cephei.QL.Times.IPeriod> swapTenors, Cephei.IMatrix<Cephei.QL.IQuote> vols, Cephei.QL.Times.IDayCounter dayCounter);
    }
}

